Felix, 19, made his senior debut in August, and became the youngest player to score in a Lisbon derby with his late equaliser against Sporting in the very next game. In last weekend's return clash, he scored his eighth of the campaign in a 4-2 victory.
A source close to the player has told ESPN FC that Madrid have been monitoring his progress, while other top sides including United, Barcelona, Atletico Madrid, Juventus, AC Milan, West Ham and Borussia Dortmund have also sent scouts to watch him. The source added that Felix, whose release clause is set at €120 million, could be on the move next summer.
"I'm not scared by the numbers being mentioned, of the comparisons in the media, nor the interest of the biggest clubs on the planet," Felix told Tuttosport last weekend. "I'm flattered.
"I'm a professional and very lucky to be well advised. My father was a PE teacher, who was an athletics coach and knows our world very well. Then I have the best agent in the world in Jorge Mendes. I am attracted by the big leagues like the Spanish, English, Italian and French. All the best Portuguese players went to play in the most important foreign leagues and, of course, I would like to do it, too."
He added: "I would like to play alongside Cristiano Ronaldo because he is simply the greatest. An idol, a world icon, an example for everyone.
"Playing with a monster like him would allow me to improve even more."
Madrid got a first close-up view of Felix's potential when he scored twice as Benfica beat Los Blancos 4-2 in the 2016-17 UEFA Youth League semifinals.